+24.5%
COP vs NVT
+184.0%
-159.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.3% |
| 7D | -0.5% | +7.0% | -7.5% | -1.1% |
| 30D | +11.7% | -2.3% | +14.0% | +11.8% |
| 3M | +17.7% | -3.1% | +20.8% | +17.5% |
| 6M | +18.3% | +47.0% | -28.7% | +10.0% |
| YTD | +49.1% | +56.2% | -7.1% | +36.3% |
| 1Y | +53.3% | +74.5% | -21.2% | +35.8% |
| All | +24.5% | +184.0% | -159.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling